That's a mystery to me. I was there, it was my first New Model Army gig and I'm a fan since that day.
Back then I didn't have a TV set myself. Years later my mate (rather a metal-head) told me he had recorded it from Estonian TV among many other things. When I asked him to check out, he replied he had probably lost those old VHS tapes because of moving several times since 90s. Couldn't find after checking twice
So at least one person have told he had seen and even recorded the live video.
I would be very happy to see it again one day, to say the least. Couldn't find it also from Estonian TV online archives.
(Btw Paradise Lost played the same year on the same stage - maybe even the same day but not sure anymore - and one of their videos - I think it was called "As I Die" is filmed there. A tension between the audience and security men - as far as I remember nothing like that happened during the Army set but an impressive gig it was.
)